+90.9%
CNC vs RF
+334.9%
-244.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.4% |
| 7D | -1.0% | +2.7% | -3.7% | -1.7% |
| 30D | -1.8% | -3.4% | +1.5% | -0.9% |
| 3M | -0.7% | +6.4% | -7.0% | -2.4% |
| 6M | +47.9% | +13.4% | +34.5% | +42.9% |
| YTD | +56.9% | +14.2% | +42.7% | +50.9% |
| 1Y | +123.9% | +15.7% | +108.2% | +114.3% |
| 3Y | -1.3% | +91.3% | -92.6% | -20.7% |
| 5Y | +2.8% | +89.8% | -87.0% | -19.7% |
| 10Y | +90.9% | +336.7% | -245.8% | +25.2% |
| All | +90.9% | +334.9% | -244.1% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling